那麽USD 1= HKD (7.6220+0.0027)/(7.6254+0.0031)=7.6247/7.9285小於USD1=HKD7.6220/7.6254
所以三個月後港幣會貶值,美元會升值
2)USD1=HKD7.7791/7.7831
USD1=CHF1.4751/1.1515
要用CHF買HKD,則兩邊相除得, CHF=HKD(7.7791/1.1515)/(7.7831/1.4751)=HKD6.7556/5.2763
3)USD/CHF的遠期匯率為CHF(1.7310+0.023)/ (1.7320+0.024)=1.754/1.756
GBP/USD的遠期匯率為USD (1.4880-0.015)/ (1.4890-0.014) =1.473/1.475
套算即期GBP/CHF的匯率,兩邊相乘得:
GBP1=CHF (1.7310*1.4880)/(1.7320*1.4890) = CHF2.5757/2.5789
這個題目為什麽沒給分啊?哈哈